Dynamic copula methods in finance /

"The latest tools and techniques for pricing and risk management. This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the...

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Bibliographic Details

Other Authors:	Cherubini, Umberto
Format:	eBook
Language:	English
Published:	Hoboken, NJ : Wiley, 2012.
Subjects:	Finance > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book